22.3 Major release (November 27, 2006)

Table of Contents

Acknowledgements

We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Wolfgang Britz, Michael Ferris, Josef Kallrath, Antti Lehtila, Scott Malcolm, and Renger van Nieuwkoop.

GAMS System

GAMS

  • GAMS Grid Facility: The GAMS language has been extended to take advantage of systems with multiple CPUs and High Performance Computing Grids. New language features facilitate the management of asynchronous submission and collection of model solution tasks in a platform independent fashion. A simple architecture, relying on existing operating system functionality allows for rapid introduction of new environments and provides for an open research architecture. For details please consult our documentation.
  • $LoadDC: Enhanced $load with domain checking. Any domain violations will be reported and flagged as compilation errors. In contrast, $Load ignores all domain violations and loads only data that meets the domain restrictions.
  • A new GAMS parameter, WorkSpace allows initializing all modelname.workspace attributes.
  • New functions:
    • arccos, arcsin, tan
    • arctan2(y,x): 4-quadrant arctan function, like the atan2(y,x) in the C math library or Matlab, or Mathematica's ArcTan[x,y]
    • binomial(x,y): generalized binomial function, like Mathematica's Binomial[x,y]
    • GamsVersion: returns the current gams version, for example 146 for this release
    • HeapFree: free GAMS heap space in Mbytes
    • HandleStatus, HandleDelete, HandleSubmit, HandleCollect: Grid facility functions, see the grid facility document for details
    • Sleep(sec): suspends GAMS execution for sec seconds, where sec has millisecond resolution.
  • GAMS solvers and other processes now inherit their priority from GAMS/Base or GAMSIDE: this is useful on heavily loaded machines where you want GAMS to run with below-normal priority.

GAMS IDE

  • Removed size limit for the capacity of the clipboard for .lst viewer
  • Added a shape graph type (rectangle and ellipse) and multi-line parametric graph type
  • Added more context menus
  • Option to open .lst file in editor
  • Switching tabs or switching application will check for files that changed
  • When gamside.ini is not found in the 'My Documents\gamsdir' directory, new directories and an initial project will be created. The IDE will start maximized, and the edit window and process window position and size are initialized.
  • Added a GUI editor for solver option files. The editor also provides access to the solver specific help file.
  • When searching for text in files (Find in Files) the search window remains open to make switching between editor and search results faster.

File Compression

  • Every program creating a GDX file (e.g. gdxxrw or gams) will look at the environment variable GDXCOMPRESS; if value is not zero, data will be written compressed.
  • Compressed workfiles can be created with parameter xsave.
  • Decompression of GDX or workfiles is handled automatically.
  • GDX and workfiles can exceed 2GB in size.
  • The new utility gdxcopy allows conversion between different formats. For example, a compressed GDX file can be converted so it is understood by older GAMS systems. Of course, all file formats (GDX and workfile) can be read by a current GAMS system.

GDXMERGE

  • Added ability to process named identifiers only (id=id1, id=id2)
  • Added ability to process very large symbols separately by specifying a memory threshold to avoid memory issues.

GDXXRW

  • String explanatory text for sets is now quoted. (Text starting with '=' created problems.)

Testlib Library

  • 66 new models, including
    • New solver-specific models/suites: 24 models, 21 suites
    • Tests for new intrinsic functions and utilities

Solvers

  • The processing of solver option files has been centralized/standardized. This allows for a uniform way of documenting and working with solver and options. The GAMS IDE provides a utility for visual processing of options.

BARON

  • New libraries (version 7.7) with improved range reduction for monomial functions.

CONOPT

  • New libraries (version 3.14q) with some minor bug fixes and performance improvements.

CPLEX

  • New libraries (version 10.1) with increased performance when solving models with indicator constraints.

KNITRO

  • New libraries (version 5.0) with improved efficiency and robustness, especially in the active-set algorithm.

MOSEK

  • New libraries (version 4.0)
    • There is a parallel extension (option MSK_IPAR_INTPNT_NUM_THREADS) for the interior solver. Moreover, it is possible to solve a problem concurrently with several of MOSEK's algorithms. The parallel extension comes free of charge.
    • Warm start capability for the mixed integer optimizer (option MSK_IPAR_MIO_CONSTRUCT_SOL) has been added.
    • A dual simplex optimizer has been added and the overall performance of the Simplex optimizers has been significantly improved. Moreover, an automatic (and transparent) dualizer has been added to the simplex optimizers.
    • The presolve has been improved especially for large stochastic optimization problems.

PATH

  • New libraries (version 4.6.07) with some minor bug fixes and performance improvements.

SNOPT

  • New libraries (version 7.2-4) with some minor bug fixes and performance improvements.

XA

  • New libraries (version 15.07) with improved presolve and new MIP heuristics.

XPRESS

  • New libraries (version 17.10)
    • GAMS/XPRESS now supports multiple threads for MIP and Barrier runs.
    • New option (loadmipsol) supports passing an integer feasible point to the MIP solver.
    • Improved factorization speed - yields faster primal and dual algorithms.
    • Improved MIP performance (via presolve and heuristics, e.g.)

Solver/Platform Availability Matrix

Solver/Platform availability - 22.3    November 27, 2006
  x86
MS Windows		 x86_64
MS Windows		 x86
Linux		 x86_64
Linux		 Sun Sparc
SOLARIS		 HP 90001
HP-UX 11		 DEC Alpha
Digital Unix 4.0		 IBM RS-6000
AIX 4.3		 SGI
IRIX		 Mac PowerPC
Darwin
BARON 7.7 x 32bit x 32bit       x    
BDMLP x x x x x x x x x x
COIN x x x x           x
CONOPT 3 x x x x x x x x x x
CPLEX 10.1 x x x x x 10.0 8.1 x 9.1  
DECIS x x x x x x x x x  
DICOPT x x x x x x x x x x
KNITRO 5.0 x 32bit x x           x
LGO x x x x x x x   x x
MILES x x x x x x x x x x
MINOS x x x x x x x x x x
MOSEK 4 x x x x x 3.2       x
MPSGE x x x x x x x x x x
MSNLP x x x x x x     x x
NLPEC x x x x x x x x x x
OQNLP x 32bit x 32bit            
OSL V3 x 32bit x 32bit x V2   x V2  
OSLSE x 32bit x 32bit x     x    
PATH x x x x x x x x x x
SBB x x x x x x x x x x
SNOPT x x x x x x x x x x
XA x 32bit x x x x x x    
XPRESS 17.10 x 32bit x 32bit x 16.10   x    
1)GAMS distribution for HP 9000/HP-UX is 22.1.